On identification of the threshold diffusion processes (Q421414): Difference between revisions

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-Yury A. Kutoyants
@@ Property / author: Yury A. Kutoyants / rank @@
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+W2139988225
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+.3539
@@ Property / arXiv ID: 1003.3539 / rank @@
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@@ Property / cites work @@
+Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
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